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Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming.
Liwei Zhang
Yule Zhang
Xiantao Xiao
Jia Wu
Published in:
Math. Oper. Res. (2023)
Keyphrases
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stochastic programming
cost function
dynamic programming
probability distribution
simulated annealing
supply chain
support vector machine svm